Seattle, WA
United States
The Boeing Company - Boeing Employee Credit Union
Risk, expected shortfall (ES), maximum-likelihood estimator (MLE), influence functions, estimator variance, estimator standard error.
Risk estimator, performance estimator, influence function
t-Distribution, Information Matrix
Risk, expected shortfall, estimator, MLE, influence function, variance, standard error
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id3439419.pdf Size: 485K
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
risk estimator, expected shortfall (ES), maximum likelihood estimator (MLE), influence functions, standard error, coherence